Người báo cáo: Paavo Salminen, Akademi University, Faculty of Science and Engineering, Finland
Thời gian: 14h, thứ 4, 16/3/2015
Địa điểm: Phòng 6, Nhà A14 - Viện Toán học, 18 Hoàng Quốc Việt, Cầu Giấy Hà Nội
Tóm tắt: In this talk I describe my recent research work in stochastics, discuss its potential applications and future developments. In particular, I focus firstly on the theory of optimal stopping and secondly on calculations of distributions of functionals of diffusions, L'evy processes, and processes with independent increments. The presentation is descriptive avoiding technical details. |
